API Reference¶
Divergence exports 79 public functions and 4 result types, organized into thematic modules.
Modules¶
| Module | Description |
|---|---|
| Shannon Measures | Entropy, cross entropy, KL divergence, Jensen-Shannon, mutual information, joint and conditional entropy — both discrete and continuous |
| f-Divergences | General f-divergence engine plus TV, Hellinger, chi-squared, Jeffreys, and Cressie-Read |
| Rényi Family | Rényi entropy and divergence parameterized by order alpha |
| Integral Probability Metrics | Energy distance, Wasserstein, MMD, sliced Wasserstein |
| kNN Estimators | Kozachenko-Leonenko entropy, KSG mutual information, kNN KL divergence |
| Multivariate Dependence | Total correlation, normalized MI, variation of information |
| Causal / Temporal | Transfer entropy for directed information flow |
| Score-Based Measures | Fisher divergence and kernel Stein discrepancy (RBF + IMQ) |
| Sinkhorn Divergence | Debiased entropy-regularized optimal transport |
| Two-Sample Testing | Permutation tests with MMD, energy, and kNN statistics |
| Bayesian Diagnostics | ArviZ integration for MCMC convergence and inference diagnostics |
| Result Types | Named tuples returned by testing and diagnostic functions |
Shorthand Aliases¶
For convenience, short aliases are provided for the most common measures. These dispatch to the unified _from_samples wrappers with a discrete toggle:
| Alias | Equivalent to |
|---|---|
entropy() |
entropy_from_samples() |
cross_entropy() |
cross_entropy_from_samples() |
kl_divergence() |
relative_entropy_from_samples() |
jensen_shannon_divergence() |
jensen_shannon_divergence_from_samples() |
mutual_information() |
mutual_information_from_samples() |
joint_entropy() |
joint_entropy_from_samples() |
conditional_entropy() |
conditional_entropy_from_samples() |
Plural aliases are also provided for the continuous functions that had singular names (e.g., continuous_entropy_from_samples = continuous_entropy_from_sample).
Common Parameters¶
Most functions accept these parameters:
base— Logarithm base controlling the unit of measurement:np.e(nats, default),2(bits),10(hartleys)discrete— IfTrue, use discrete estimators; ifFalse(default), use continuous estimatorsk— Number of nearest neighbors for kNN-based methods (default: 5)